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Prokopczuk, Marcel


 SSRN Author Rank: 2,793 by Downloads
 

Zeppelin University


 Am Seemooser Horn 20
 DE-88045 Friedrichshafen
 Germany
 email address
 

University of Reading - Henley Business School - ICMA Centre


 Whiteknights Park
 P.O. Box 242
 Reading RG6 6BA
 United Kingdom
 email address

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. Prokopczuk, Marcel's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,859
Total
Citations
25
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Dynamics of Commodity Prices | Show Abstract | Download |
Quantitative Finance, Vol. 13, No. 4, 2013
Accepted Paper Series
Brooks, Chris
University of Reading - ICMA Centre
Prokopczuk, Marcel
Zeppelin University
Posted:
23 May 11
Last Revised:
29 Dec 13
661
(21,015)
3

2.  
Investing in Commodity Futures Markets: Can Pricing Models Help? | Show Abstract | Download |
European Journal of Finance, Vol. 18, No. 1-2, 2012
Accepted Paper Series
Paschke, Raphael
University of Mannheim - Department of Business Administration and Finance
Prokopczuk, Marcel
Zeppelin University
Posted:
27 Feb 09
Last Revised:
24 Apr 12
613
(23,218)
 

3.  
Integrating Multiple Commodities in a Model of Stochastic Price Dynamics | Show Abstract | Download |
Journal of Energy Markets, Vol. 2, No. 3, 2009
Accepted Paper Series
Paschke, Raphael
University of Mannheim - Department of Business Administration and Finance
Prokopczuk, Marcel
Zeppelin University
Posted:
06 Mar 08
Last Revised:
24 Apr 12
605
(23,629)
4

4.  
Prokopczuk, Marcel
Zeppelin University
Wese Simen, Chardin
University of Liverpool
Posted:
04 Jan 13
Last Revised:
07 Apr 14
527
(28,570)
2

5.  
Seasonality and the Valuation of Commodity Options | Show Abstract | Download |
Journal of Banking and Finance, Vol. 37, No. 2, 2013
Accepted Paper Series
Back, Janis
WHU - Otto Beisheim School of Management
Prokopczuk, Marcel
Zeppelin University
Rudolf, Markus
WHU Otto Beisheim Graduate School of Management
Posted:
29 Nov 09
Last Revised:
02 Jan 13
526
(28,632)
4

6.  
Commodity Futures Prices: More Evidence on Forecast Power, Risk Premia and the Theory of Storage | Show Abstract | Download |
Quarterly Review of Economics and Finance, Vol. 53, No. 1, 2013
Accepted Paper Series
Brooks, Chris
University of Reading - ICMA Centre
Prokopczuk, Marcel
Zeppelin University
Wu, Yingying
University of Reading - ICMA Centre
Posted:
25 Oct 11
Last Revised:
29 Dec 13
444
(35,729)
 

7.  
Credit Risk in Covered Bonds | Show Abstract | Download |
Journal of Empirical Finance, Vol. 21, No. 1, 2013
Accepted Paper Series
Prokopczuk, Marcel
Zeppelin University
Siewert, Jan B.
Unversity of Mannheim – Center for Doctoral Studies in Business
Vonhoff, Volker
University of Mannheim - Department of Business Administration and Finance
Posted:
04 Oct 10
Last Revised:
29 Dec 13
442
(36,032)
 

8.  
Pricing and Hedging in the Freight Futures Market | Show Abstract | Download |
Journal of Futures Markets, Vol. 31, No. 5, 2011
Accepted Paper Series
Prokopczuk, Marcel
Zeppelin University
Posted:
06 Mar 10
Last Revised:
26 Apr 12
396
(41,222)
2

9.  
Commodity Price Dynamics and Derivatives Valuation: A Review | Show Abstract | Download |
International Journal of Theoretical and Applied Finance, Vol. 16, No. 6, 2013
Accepted Paper Series
Back, Janis
WHU - Otto Beisheim School of Management
Prokopczuk, Marcel
Zeppelin University
Posted:
22 Aug 12
Last Revised:
29 Dec 13
387
(42,391)
 

10.  
Paschke, Raphael
University of Mannheim - Department of Business Administration and Finance
Prokopczuk, Marcel
Zeppelin University
Posted:
22 Jul 09
Last Revised:
26 Apr 12
379
(43,494)
2

11.  
The Importance of the Volatility Risk Premium for Volatility Forecasting | Show Abstract | Download |
Journal of Banking and Finance, Vol. 40, 2014
Accepted Paper Series
Prokopczuk, Marcel
Zeppelin University
Wese Simen, Chardin
University of Liverpool
Posted:
21 Mar 13
Last Revised:
15 Jun 14
351
(47,606)
 

12.  
Symeonidis, Lazaros
Accounting and Finance Division - University of Stirling
Prokopczuk, Marcel
Zeppelin University
Brooks, Chris
University of Reading - ICMA Centre
Lazar, Emese
University of Reading - ICMA Centre
Posted:
25 Oct 11
Last Revised:
02 Jan 13
342
(49,141)
3

13.  
American Option Valuation: Implied Calibration of GARCH Pricing-Models | Show Abstract | Download |
Journal of Futures Markets, Vol. 31, No. 10, 2011
Accepted Paper Series
Weber, Michael
University of Chicago - Finance
Prokopczuk, Marcel
Zeppelin University
Posted:
09 Sep 09
Last Revised:
26 Apr 12
295
(58,556)
 

14.  
Bühler, Wolfgang
University of New South Wales, Australian Business School
Prokopczuk, Marcel
Zeppelin University
Posted:
24 May 10
284
(61,139)
 

15.  
Mahringer, Steffen
University of St.Gallen - Swiss Institute of Banking and Finance
Prokopczuk, Marcel
Zeppelin University
Posted:
11 Mar 10
Last Revised:
26 Jul 11
262
(66,862)
 

16.  
The Case of Negative Day-Ahead Electricity Prices | Show Abstract | Download |
Energy Economics, Vol. 35, No. 1, 2013
Accepted Paper Series
Fanone, Enzo
Energetic Source Spa - Renova Group
Gamba, Andrea
University of Warwick - Finance Group
Prokopczuk, Marcel
Zeppelin University
Posted:
13 May 11
Last Revised:
11 Mar 14
235
(75,019)
3

17.  
Alexander, Carol
University of Sussex - School of Business, Management and Economics
Prokopczuk, Marcel
Zeppelin University
Sumawong, Anannit
University of Sussex
Posted:
16 Jan 12
Last Revised:
29 Dec 13
179
(98,319)
 

18.  
Intra-Industry Contagion Effects of Earnings Surprises in the Banking Sector | Show Abstract | Download |
Applied Financial Economics, Vol. 20, No. 20, 2010
Accepted Paper Series
Prokopczuk, Marcel
Zeppelin University
Posted:
02 Feb 10
Last Revised:
26 Apr 12
162
(107,823)
1

19.  
Electricity Derivatives Pricing with Forward-Looking Information | Show Abstract | Download |
University of St.Gallen, School of Finance Research Paper No. 2013/17
Working Paper Series
Füss, Roland
University of St. Gallen
Mahringer, Steffen
University of St.Gallen - Swiss Institute of Banking and Finance
Prokopczuk, Marcel
Zeppelin University
Posted:
19 Feb 13
Last Revised:
20 Oct 13
140
(122,426)
 

20.  
Optimal Portfolio Choice in the Presence of Domestic Systemic Risk: Empirical Evidence from Stock Markets | Show Abstract | Download |
Decisions in Economics and Finance, Vol. 34, No. 2, pp. 141-168, 2011
Accepted Paper Series
Prokopczuk, Marcel
Zeppelin University
Posted:
10 Feb 11
Last Revised:
30 Jan 12
124
(135,109)
1

21.  
Diewald, Laszlo
Technische Universität München (TUM)
Prokopczuk, Marcel
Zeppelin University
Wese Simen, Chardin
University of Liverpool
Posted:
10 Aug 13
79
(184,277)
 

22.  
Brooks, Chris
University of Reading - ICMA Centre
Prokopczuk, Marcel
Zeppelin University
Wu, Yingying
University of Reading - ICMA Centre
Posted:
02 Feb 14
78
(185,706)
 

23.  
Prokopczuk, Marcel
Zeppelin University
Wu, Yingying
University of Reading - ICMA Centre
Posted:
30 Dec 13
75
(189,989)
 

24.  
D'Acunto, Francesco
University of California, Berkeley
Prokopczuk, Marcel
Zeppelin University
Weber, Michael
University of Chicago - Finance
Posted:
16 Dec 13
Last Revised:
29 Sep 14
65
(207,604)
 

25.  
Neumann, Maximilian
Technische Universität München (TUM)
Prokopczuk, Marcel
Zeppelin University
Wese Simen, Chardin
University of Liverpool
Posted:
02 Jul 14
55
(223,940)
 

26.  
Electricity Spot and Derivatives Pricing When Markets are Interconnected | Show Abstract | Download |
University of St.Gallen, School of Finance Research Paper No. 13/23
Working Paper Series
Füss, Roland
University of St. Gallen
Mahringer, Steffen
University of St.Gallen - Swiss Institute of Banking and Finance
Prokopczuk, Marcel
Zeppelin University
Posted:
13 Jan 14
Last Revised:
21 Feb 14
53
(227,862)
 

27.  
Prokopczuk, Marcel
Zeppelin University
Wese Simen, Chardin
University of Liverpool
Posted:
14 Jun 14
52
(229,961)
 

28.  
Prokopczuk, Marcel
Zeppelin University
Symeonidis, Lazaros
Accounting and Finance Division - University of Stirling
Verlaat, Timo
Zeppelin University
Posted:
15 Jun 14
28
(290,264)
 

29.  
Arismendi, J. C.
University of Reading - ICMA Centre
Prokopczuk, Marcel
Zeppelin University
Posted:
25 Aug 14
20
(329,327)
 

30.  
Risk Premia in Covered Bond Markets | Show Abstract |
Journal of Fixed Income, Vol. 22, No. 2, 2012
Accepted Paper Series
Prokopczuk, Marcel
Zeppelin University
Vonhoff, Volker
University of Mannheim - Department of Business Administration and Finance
Posted:
18 Jan 12
Last Revised:
02 Jan 13
 

31.  
Back, Janis
WHU - Otto Beisheim School of Management
Paschke, Raphael
University of Mannheim - Department of Business Administration and Finance
Prokopczuk, Marcel
Zeppelin University
Rudolf, Markus
WHU Otto Beisheim Graduate School of Management
Posted:
05 Jul 11
Last Revised:
28 Mar 13
 

32.  
Quantifying Risk in the Electricity Business: A RAROC-based Approach | Show Abstract |
Energy Economics, Vol. 29, No. 5, 2007
Accepted Paper Series
Rachev, Svetlozar
Stony Brook University
Prokopczuk, Marcel
Zeppelin University
Schindlmayr, Gero
affiliation not provided to SSRN
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
24 Oct 07
 


Records 1 - 32 of 32 matches
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